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As a fundamental problem in algorithmic trading, order execution aims at fulfilling a specific trading order, either liquidation or acquirement, for a given instrument. Towards effective execution strategy, recent years have witnessed the shift from the analytical view with model-based market assumptions to model-free perspective, i.e., reinforcement learning, due to its nature of sequential decision optimization. However, the noisy and yet imperfect market information that can be leveraged by the policy has made it quite challenging to build up sample efficient reinforcement learning methods to achieve effective order execution. In this paper, we propose a novel universal trading policy optimization framework to bridge the gap between the noisy yet imperfect market states and the optimal action sequences for order execution. Particularly, this framework leverages a policy distillation method that can better guide the learning of the common policy towards practically optimal execution by an oracle teacher with perfect information to approximate the optimal trading strategy. The extensive experiments have shown significant improvements of our method over various strong baselines, with reasonable trading actions.

AAAI 2021

Universal Trading for Order Execution with Oracle Policy Distillation

We are pleased to announce the Fortieth AAAI Conference on Artificial Intelligence (AAAI-26), which will be held in Singapore EXPO from January 20 to January 27, 2026.

The purpose of the AAAI conference series is to promote research in Artificial Intelligence (AI) and foster scientific exchange between researchers, practitioners, scientists, students, and engineers across the entirety of AI and its affiliated disciplines. AAAI-26 will feature technical paper presentations, special tracks, invited speakers, workshops, tutorials, poster sessions, senior member presentations, competitions, and exhibit programs, and a range of other activities to be announced.<br><br>

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AAAI 2026

We are pleased to announce the Fortieth AAAI Conference on Artificial Intelligence (AAAI-26), which will be held in Singapore EXPO from January 20 to January 27, 2026.

technical paper

The purpose of the AAAI conference is to promote research in artificial intelligence (AI) and scientific exchange among AI researchers, practitioners, scientists, and engineers in affiliated disciplines. 

Causal inference from observational data is receiving wide applications in many fields. However, unidentifiable situations, where causal effects cannot be uniquely computed from observational data, pose critical barriers to applying causal inference to complicated real applications. In this paper, we develop a bounding method for estimating the average causal effect (ACE) under unidentifiable situations due to hidden confounding based on Pearl's structural causal model.
We propose to parameterize the unknown exogenous random variables and structural equations of a causal model using neural networks and implicit generative models. Then, using an adversarial learning framework, we search the parameter space to explicitly traverse causal models that agree with the given observational distribution, and find those that minimize or maximize the ACE to obtain its lower and upper bounds. The proposed method does not make assumption about the type of structural equations and variables. Experiments using both synthetic and real-world datasets are conducted.

A Generative Adversarial Framework for Bounding Confounded Causal Effects

Localizing sound sources in a visual scene has many important applications and quite a few traditional or learning-based methods have been proposed for this task. Humans have the ability to roughly localize sound sources within or beyond the range of the vision using their binaural system. However most existing methods use monaural audio, instead of  binaural audio, as a modality to help the localization. In addition, prior works usually localize sound sources in the form of object-level bounding boxes in images or videos and evaluate the localization accuracy by examining the overlap between the ground-truth and predicted bounding boxes. This is too rough since a real sound source is often only a part of an object. In this paper, we propose a deep learning method for pixel-level sound source localization by leveraging both binaural recordings and the corresponding videos. Specifically, we design a novel Binaural Audio-Visual Network (BAVNet), which concurrently extracts and integrates features from binaural recordings and videos. We also propose a point-annotation strategy to construct pixel-level ground truth for network training and performance evaluation. Experimental results on Fair-Play and YT-Music datasets demonstrate  the effectiveness of the proposed method and show that binaural audio can greatly improve the performance of localizing the sound sources, especially when the quality of the visual information is limited.

Binaural Audio-Visual Localization

In this paper, we devise a novel semantic completion network, called point cloud semantic scene completion network (PCSSC-Net), for indoor scenes solely based on point clouds. Existing point cloud completion networks still suffer from their inability of fully recovering complex structures and contents from global geometric descriptions neglecting semantic hints. To extract and infer comprehensive information from partial input, we design a patch-based contextual encoder to hierarchically learn point-level, patch-level, and scene-level geometric and contextual semantic information with a divide-and-conquer strategy. Consider that the scene semantics afford a high-level clue of constituting geometry for an indoor scene environment, we articulate a semantics-guided completion decoder where semantics could help cluster isolated points in the latent space and infer complicated scene geometry. Given the fact that real-world scans tend to be incomplete as ground truth, we choose to synthesize scene dataset with RGB-D images and annotate complete point clouds as ground truth for the supervised training purpose. Extensive experiments validate that our new method achieves the state-of-the-art performance, in contrast with the current methods applied to our dataset.

Point Cloud Semantic Scene Completion from RGB-D Images

In this paper, we study a two-level ski-rental problem. There are multiple commodities, each one can be â€œrentedâ€ (paying for on-demand usage) or â€œpurchasedâ€ (paying for life-time usage). There is also a combo purchase available so that all commodities can be purchased as a combo. Since the usages of the commodities in future are not known in advance, to minimize the overall cost, we design an online algorithm to decide if we rent a commodity, purchase a commodity, or make a combo purchase. We first propose a deterministic online algorithm. It can achieve 3 competitive ratio, which is optimal and tight. Next, we further propose a randomized online algorithm, leading to a e^Ïƒ/(e^Ïƒ-1) competitive ratio, where Ïƒ is the ratio between the price of a single commodity and the price of combo purchase. Finally, we apply simulation to verify the theoretical competitive ratios and evaluate the actual performance against benchmarks.

Competitive Analysis for Two-Level Ski-Rental Problem

While deep learning demonstrates its strong ability to handle independent and identically distributed (IID) data, it often suffers from out-of-distribution (OoD) generalization, where the test data come from another distribution (w.r.t. the training one). Designing a general OoD generalization framework for a wide range of applications is challenging, mainly due to different kinds of distribution shifts in the real world, such as the shift across domains or the extrapolation of correlation. Most of the previous approaches can only solve one specific distribution shift, leading to unsatisfactory performance when applied to various OoD benchmarks. In this work, we propose DecAug, a novel decomposed feature representation and semantic augmentation approach for OoD generalization. Specifically, DecAug disentangles the category-related and context-related features by orthogonalizing the two gradients (w.r.t. intermediate features) of losses for predicting category and context labels, where category-related features contain causal information of the target object, while context-related features cause distribution shifts between training and test data. Furthermore, we perform gradient-based augmentation on context-related features to improve the robustness of learned representations. Experimental results show that DecAug outperforms other state-of-the-art methods on various OoD datasets, which is among the very few methods that can deal with different types of OoD generalization challenges.

DecAug: Out-of-Distribution Generalization via Decomposed Feature Representation and Semantic Augmentation

Supervised learning models have been increasingly used for making decisions about individuals in applications such as hiring, lending, and college admission. These models may inherit pre-existing biases from training datasets and discriminate against protected attributes (e.g., race or gender). In addition to unfairness, privacy concerns also arise when the use of models reveals sensitive personal information. Among various privacy notions, differential privacy has become popular in recent years. In this work, we study the possibility of using a differentially private exponential mechanism as a post-processing step to improve both fairness and privacy of supervised learning models. Unlike many existing works, we consider a scenario where a supervised model is used to select a limited number of applicants as the number of available positions is limited. This assumption is well-suited for various scenarios, such as job application and college admission. We use ``equal opportunity'' as the fairness notion and show that the exponential mechanisms can make the decision-making process perfectly fair. Moreover, the experiments on real-world datasets show that the exponential mechanism can improve both privacy and fairness, with a slight decrease in accuracy compared to the model without post-processing.

Improving Fairness and Privacy in Selection Problems

The large attention-based encoder-decoder network (Transformer) has become prevailing recently due to its effectiveness. But the high computation complexity of its decoder raises the inefficiency issue. By examining the mathematic formulation of the decoder, we show that under some mild conditions, the architecture could be simplified by compressing its sub-layers, the basic building block of Transformer, and achieves a higher parallelism. We thereby propose Compressed Attention Network, whose decoder layer consists of only one sub-layer instead of three. Extensive experiments on 14 WMT machine translation tasks show that our model is 1.42x faster with performance on par with a strong baseline. This strong baseline is already 2x faster than the widely used standard baseline without loss in performance.

An Efficient Transformer Decoder with Compressed Sub-Layers

Reward shaping is one of the most effective methods to tackle the crucial yet challenging problem of credit assignment and accelerate Reinforcement Learning. However, designing shaping functions usually requires rich expert knowledge and hand-engineering, and the difficulties are further exacerbated given multiple tasks to solve. In this paper, we consider reward shaping on a distribution of tasks that share state spaces but not necessarily action spaces. We provide insights into optimal reward shaping, and propose a novel meta-learning framework to automatically learn such reward shaping to apply on newly sampled tasks. Theoretical analysis and extensive experiments establish us as the state-of-the-art in learning task-distribution reward shaping, outperforming previous such works (Konidaris and Barto 2006; Snel and Whiteson 2014). We further show that our method outperforms learning intrinsic rewards (Yang et al. 2019; Zheng et al. 2020), outperforms Rainbow (Hessel et al. 2018) in complex pixel-based CoinRun games, and is also better than hand-designed reward shaping on grids. While the goal of this paper is to learn reward shaping rather than to propose new general meta-learning algorithms as PEARL (Rakelly et al. 2019) or MQL (Fakoor et al. 2020), our framework based on MAML (Finn, Abbeel, and Levine 2017) also outperforms PEARL / MQL, and could combine with them for further improvement.

Learning Task-Distribution Reward Shaping with Meta-Learning

Despite the empirical success in various domains, it has been revealed that deep neural networks are vulnerable to maliciously perturbed input data that much degrade their performance. This is known as adversarial attacks. To counter adversarial attacks, adversarial training formulated as a form of robust optimization has been demonstrated to be effective. However, conducting adversarial training brings much computational overhead compared with standard training. In order to reduce the computational cost, we propose an annealing mechanism, Amata, to reduce the overhead associated with adversarial training. The proposed Amata is provably convergent, well-motivated from the lens of optimal control theory and can be combined with existing acceleration methods to further enhance performance. It is demonstrated that on standard datasets, Amata can achieve similar or better robustness with around 1/3 to 1/2 the computational time compared with traditional methods. In addition, Amata can be incorporated into  other adversarial training acceleration algorithms (e.g. YOPO, Free, Fast, and ATTA), which leads to further reduction in computational time on large-scale problems.

Amata: An Annealing Mechanism for Adversarial Training Acceleration

LiDAR-based 3D object detection is an important task for autonomous driving and current approaches suffer from sparse and partial point clouds caused by distant and occluded objects. In this paper, we propose a novel two-stage framework, namely PC-RGNN, which deals with these challenges by two
specific solutions. On the one hand, we introduce a point cloud completion module to recover high-quality proposals of dense points and entire view with original structures preserved. On the other hand, a graph neural network module, is designed, which comprehensively captures relations among
points by the local-global attention mechanism as well as the multi-scale graph based context aggregation and substantially strengthens encoded features. Extensive experiments on the KITTI benchmark show that the proposed approach outperforms the previous state-of-the-art baselines by remarkable margins, highlighting its effectiveness.

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A Generative Adversarial Framework for Bounding Confounded Causal Effects

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A Generative Adversarial Framework for Bounding Confounded Causal Effects

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ArchetypeTrader: Reinforcement Learning for Selecting and Refining Learnable Strategic Archetypes in Quantitative Trading

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